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MR1384357
(97e:65156)
65U05
(60J65 65C05 65C20)
Asmussen, Søren; Glynn, Peter; Pitman, Jim Discretization error in simulation of one-dimensional reflecting Brownian motion. Ann. Appl. Probab. 5 (1995), no. 4, 875--896. |
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